Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (Q4275772)
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scientific article; zbMATH DE number 487255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models |
scientific article; zbMATH DE number 487255 |
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Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (English)
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20 January 1994
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series expressions
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rational expressions
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Fourier coefficients
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successive elimination
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Cholesky decomposition
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time domains
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quadratic forms
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traces
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first-order moving average model
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maximum likelihood estimation
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normality
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correlation matrix
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frequency domains
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